BIS Working Papers

From Bank for International Settlements
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279: The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices

Ingo Fender and Martin Scheicher

278: Credit frictions and optimal monetary policy

Vasco Cúrdia and Michael Woodford

277: China's financial conundrum and global imbalances

Ronald McKinnon and Gunther Schnabl

276: Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates

Axel Weber, Rafael Gerke and Andreas Worms

275: Inflation expectations, uncertainty and monetary policy

Christopher Sims

274: Talking about monetary policy: the virtues (and vice?) of central bank communication

Alan Blinder

273: In search of monetary stability: the evolution of monetary policy

Otmar Issing

272: Bank ties and firm performance in Japan: some evidence since FY2002

Patrick McGuire

271: Private information, stock markets, and exchange rates

Jacob Gyntelberg, Mico Loretan, Tientip Subhanij and Eric Chan

270: Catching-up and inflation in transition economies: the Balassa-Samuelson effect revisited

Dubravko Mihaljek and Marc Klau

269: Monetary policy implementation: Misconceptions and their consequences

Piti Disyatat

268: Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?

Claudio Borio and Haibin Zhu

267: Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08

Naohiko Baba and Frank Packer

266: Private matters

Jean Helwege and Frank Packer

265: External support and bank behaviour in the international syndicated loan market

Blaise Gadanecz, Kostas Tsatsaronis and Yener Altunbas

264: Price discovery from cross-currency and FX swaps: a structural analysis

Naohiko Baba and Yasuaki Amatatsu

263: Determinants of house prices in nine Asia-Pacific economies

Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin Zhu

262: Effectiveness of monetary policy communication in Indonesia and Thailand

Sahminan Sahminan

261: The Asian crisis: what did local stock markets expect?

Jacob Gyntelberg, Alicia Garcia Herrero and Andrea Tesei

260: Estimating hedge fund leverage

Patrick McGuire and Kostas Tsatsaronis

259: The housing meltdown: Why did it happen in the United States?

Luci Ellis

258: DSGE models and central banks

Camilo Tovar

257: Financial system: shock absorber or amplifier?

Franklin Allen and Elena Carletti

256: Liquidity and financial cycles

Tobias Adrian and Hyun Song Shin

255: Innovations in credit risk transfer: implications for financial stability

Darrell Duffie

254: Speculative attacks, Private Signals and Intertemporal Trade-offs

Nikola Tarashev

253: Implementing monetary policy in the 2000s: operating procedures in Asia and beyond

Corrinne Ho

252: The evolution of trading activity in Asian foreign exchange markets

Yosuke Tsuyuguchi and Philip D Wooldridge

251: The financial turmoil of 2007-?: a preliminary assessment and some policy considerations

Claudio Borio

250: Globalisation and the determinants of domestic inflation

William R White

249: Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets

Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan

248: Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices

Stefania D'Amico, Don H Kim and Min Wei

247: What drives the current account in commodity exporting countries? The cases of Chile and New Zealand

Juan Medina, Anella Munro and Claudio Soto

246: Central bank policy rate guidance and financial market functioning

Richhild Moessner and William Nelson

245: Understanding Asian equity flows, market returns and exchange rates

Chayawadee Chai-Anant and Corinne Ho

244: Global monitoring with the BIS international banking statistics

Patrick McGuire and Nikola Tarashev

243: Asset prices and monetary policy: booms and fat tails in East Asia

Maria Socorro Gochoco-Bautista

242: What can (macro-)prudential policy do to support monetary policy?

Claudio Borio and Ilhyock Shim

241: Housing finance agencies in Asia

Michael Davies, Jacob Gyntelberg and Eric Chan

240: Challenges in macro-finance modeling

Don H Kim

239: Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options

Don H Kim

238: Bank size, credit and the sources of bank market risk

Ryan Stever

237: Change and constancy in the financial system: implications for financial distress and policy

Claudio Borio

236: Determinants of house prices in central and eastern Europe

Balázs Égert and Dubravko Mihaljek

235: Regulatory discretion and banks' pursuit of "safety in similarity"

Ryan Stever and James A Wilcox

234: Using counterfactual simulations to assess the danger of contagion in interbank markets

Christian Upper

233: Do China's capital controls still bind? Implications for monetary autonomy and capital liberalisation

Guonan Ma and Robert McCauley

232: Capital regulation and banks' financial decisions

Haibin Zhu

231: The global upward trend in the profit share

Luci Ellis and Kathryn Smith

230: Modelling and calibration errors in measures of portfolio credit risk

Nikola Tarashev and Haibin Zhu